Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49646.53 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43616.76 Kr¶

PnL: ---------------------------------------> -1258.82 Kr¶

DD now: ---------------------------------> -6.54 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 13:03:59.815408'

Anic Portfolio¶

Today¶

Return: 0.14 %¶

This Week¶

Return: -2.177 %¶

Total portfolio value¶

Return including deposits: 62.53 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.790000 1526.000000 103.000000 7.240000 1423.000014
Profoto Holding 7 2.390000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -3.320000 204.000000 5.000000 2.510000 199.000000
Hennes & Mauritz B 6 -1.150000 914.400000 2.400000 0.260000 912.000000
Atrium Ljungberg B 5 0.390000 897.500000 -6.500000 -0.720000 904.000000
JM 7 0.150000 941.500000 -8.500000 -0.890000 950.000002
Biotage 1 -2.460000 138.500000 -10.500000 -7.050000 149.000000
Vitrolife 3 1.280000 665.400000 -11.600000 -1.710000 677.000001
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
OX2 12 -1.260000 895.200000 -13.800000 -1.520000 909.000000
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
BioGaia B 8 1.000000 888.800000 -15.200000 -1.680000 904.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
INVISIO 15 0.000000 3555.000000 -17.000000 -0.480000 3571.999995
Latour B 4 -1.460000 835.600000 -20.400000 -2.380000 856.000000
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Investor B 3 -0.420000 634.950000 -23.050000 -3.500000 657.999999
SKF B 5 0.400000 952.250000 -27.750000 -2.830000 980.000000
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Addnode Group B 7 -1.260000 876.400000 -28.600000 -3.160000 904.999998
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Alimak Group 12 0.250000 974.400000 -32.600000 -3.240000 1007.000004
Sagax B 4 -1.840000 852.000000 -33.000000 -3.730000 885.000000
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Hexatronic Group 15 -1.350000 1030.500000 -40.500000 -3.780000 1071.000000
Byggmax Group 33 -1.130000 925.320000 -41.680000 -4.310000 966.999990
EQT 4 -2.310000 829.600000 -43.400000 -4.970000 873.000000
Orrön Energy 170 -2.810000 1996.650000 -49.350000 -2.410000 2045.999980
Catena 2 0.000000 756.400000 -49.600000 -6.150000 806.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
Hexagon B 26 -0.920000 3352.700000 -67.300000 -1.970000 3420.000012
HEXPOL B 8 -5.520000 889.600000 -67.400000 -7.040000 957.000000
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43616.760000 -1258.820000 -6.53953% 44875.578016

Updated:¶

'2023-06-21 13:04:16.449000'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶